1 John 1: 3
What we have seen and [ourselves] heard, we are also telling you, so that you too may realize and enjoy fellowship as partners and partakers with us. And [this] fellowship that we have [which is a distinguishing mark of Christians] is with the Father and with His Son Jesus Christ (the Messiah).
John 15: 4 a (AMP)
4 Dwell in Me, and I will dwell in you. [Live in Me, and I will live in you.]
John 8: 31 (AMP)
31 So Jesus said to those Jews who had believed in Him, If you abide in My word [hold fast to My teachings and live in accordance with them], you are truly My disciples.
John 14: 13-15 (AMP)
And I will do [I Myself will grant] whatever you ask in My Name [as [b]presenting all that I Am], so that the Father may be glorified and extolled in (through) the Son.
[Yes] I will grant [I Myself will do for you] whatever you shall ask in My Name [as [c]presenting all that I Am].
Mathew 28: 20 b....And surely I am with you always, to the very end of the age”.
John 16: 23
In that day you will no longer ask me anything. Very truly I tell you, my Father will give you whatever you ask in my name. 24 Until now you have not asked for anything in my name. Ask and you will receive, and your joy will be complete.
John 16: 13-14 (AMP)
13 But when He, the Spirit of Truth (the Truth-giving Spirit) comes, He will guide you into all the Truth (the whole, full Truth). For He will not speak His own message [on His own authority]; but He will tell whatever He hears [from the Father; He will give the message that has been given to Him], and He will announce and declare to you the things that are to come [that will happen in the future].
14 He will honor and glorify Me, because He will take of (receive, draw upon) what is Mine and will reveal (declare, disclose, transmit) it to you.
Romans 8: 26 (AMP)
So too the [Holy] Spirit comes to our aid and bears us up in our weakness; for we do not know what prayer to offer nor how to offer it worthily as we ought, but the Spirit Himself goes to meet our supplication and pleads in our behalf with unspeakable yearnings and groanings too deep for utterance.
Jude 20
But you, beloved, build yourselves up [founded] on your most holy faith [make progress, rise like an edifice higher and higher], praying in the Holy Spirit;
My Response to your question:
In the light of the above given Holy Scriptures, I sincerely thank GOD, our Heavenly Father for hearing the prayers through the Lord and Savior Jesus Christ.
I must pray to the Heavenly Father, through and in the only name of the Lord and Savior Jesus Christ and by the guidance of the Holy Spirit.
It can only happen when we truly abide in Jesus Christ teachings, then we shall have the privilege of the Holy Spirit guidance in our prayer and life. It is not theoretical but practical fellowship with the Heavenly Father and the Son of GOD Jesus Christ through faith and obedience.
AMEN.

God the Father is on the Throne. He sent the Son to reconcile us to himself. When we approach God, this is what we are doing--coming before the throne of the Father.
When asked to teach us how to pray, Jesus answered: "After this manner therefore pray ye: Our Father which art in heaven, Hallowed be thy name...." (Mat 6:9 KJV)
Jesus said: "And in that day ye shall ask me nothing. Verily, verily, I say unto you, Whatsoever ye shall ask the Father in my name, he will give it you." (John 16:23 KJV)
We are taught: "Giving thanks always for all things unto God and the Father in the name of our Lord Jesus Christ;" (Eph 5:20 KJV) And again, "Giving thanks unto the Father, which hath made us meet to be partakers of the inheritance of the saints in light:" (Col 1:12 KJV)
The answer is--we should pray primarily to the Father. Although there are instances of people speaking with Jesus, the Scriptures direct us to "come boldly to the throne of grace", and pray to the Almighty God, the Father of our Lord Jesus Christ. There is actually not an example of anyone in the Scripture praying to the Holy Spirit.
There are of course many Scriptures that make it plain that the Father, the Son, and the Holy Spirit are one God, But there is a distinction between them. The Son is not on the Throne. The Father did not die on the Cross. It was the Spirit who descended upon the disciples on the day of Pentecost with tongues of fire.
And thus, as we partake of the ultimate privilege--entrance into the true heavenly Holy of Holies through Jesus--let us pray, as Jesus taught us, "Our Father..."